ViktorJ is right, Algo trading has been here for a while now but mainly for IBs. Consumer algo trading does exist but its very hard to come by a commercial one mainly due to the lack of back end access to the trading platforms. Local banks will not grand you their APIs as it is a security risk.

in my own POV, the one way you could develop something close to algo trading is paying Bursa for live market data and analysing the data from there but as far as i know every trade still has to be manual. HFT on a consumer level sounds like a dream in the malaysian market